V-Lab: Cadence Capital Ltd ILLIQ-MFMEM Liquidity Analysis

V-Lab

Cadence Capital Ltd ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:75,053.35 (-8,123.86)

Analysis last updated: Thursday, May 8, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1513	0.43
$β$	0.6853	15.53
$γ$	-0.1513	-0.21
$λ_{1}$	10.0000	0.16
$λ_{2}$	0.0734	0.65
$λ_{3}$	0.9266	14.86

Estimation Period:
Dec 5, 2006 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Cadence Capital Ltd Analyses
Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ